Analysis of the Romanian Capital Market Using the Fractal Dimension

Analysis of the Romanian Capital Market Using the Fractal Dimension

The surrounding reality can be analyzed due to the interaction of complex nonlinear dynamic systems. The article’s main objective is to develop and analyze the models that best describe the efficient behavior of the Romanian capital market that generated the analyzed time series. The empirical analy...

Full description

Bibliographic Details
Main Authors: Valentin Radu, Catalin Dumitrescu, Emilia Vasile, Loredana Cristina Tanase, Maria Cristina Stefan, Florin Radu
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:Fractal and Fractional
Subjects:
information efficiency
long-term memory
fractal dimension
Hurst exponent
chaos theory
short-term memory
Online Access:https://www.mdpi.com/2504-3110/6/10/564

Internet

https://www.mdpi.com/2504-3110/6/10/564

Similar Items